VIEL Cie (France) Market Value
| VIL Stock | EUR 10.95 0.05 0.45% |
| Symbol | VIEL |
VIEL Cie 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to VIEL Cie's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of VIEL Cie.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in VIEL Cie on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding VIEL Cie socit or generate 0.0% return on investment in VIEL Cie over 180 days. VIEL Cie is related to or competes with Stef SA, NRJ, Savencia, ABC Arbitrage, and Jacques Bogart. VIEL Cie, socit anonyme, through its subsidiaries, provides interdealer broking and online trading services worldwide More
VIEL Cie Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure VIEL Cie's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess VIEL Cie socit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.0224 | |||
| Maximum Drawdown | 10.98 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.5 |
VIEL Cie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIEL Cie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VIEL Cie's standard deviation. In reality, there are many statistical measures that can use VIEL Cie historical prices to predict the future VIEL Cie's volatility.| Risk Adjusted Performance | 0.0922 | |||
| Jensen Alpha | 0.1257 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.025 | |||
| Treynor Ratio | 0.7331 |
VIEL Cie socit Backtested Returns
At this point, VIEL Cie is not too volatile. VIEL Cie socit owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for VIEL Cie socit, which you can use to evaluate the volatility of the company. Please validate VIEL Cie's coefficient of variation of 871.6, and Risk Adjusted Performance of 0.0922 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. VIEL Cie has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VIEL Cie's returns are expected to increase less than the market. However, during the bear market, the loss of holding VIEL Cie is expected to be smaller as well. VIEL Cie socit currently has a risk of 1.41%. Please validate VIEL Cie jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if VIEL Cie will be following its existing price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
VIEL Cie socit has poor reverse predictability. Overlapping area represents the amount of predictability between VIEL Cie time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VIEL Cie socit price movement. The serial correlation of -0.39 indicates that just about 39.0% of current VIEL Cie price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
VIEL Cie socit lagged returns against current returns
Autocorrelation, which is VIEL Cie stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting VIEL Cie's stock expected returns. We can calculate the autocorrelation of VIEL Cie returns to help us make a trade decision. For example, suppose you find that VIEL Cie has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
VIEL Cie regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If VIEL Cie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VIEL Cie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VIEL Cie stock over time.
Current vs Lagged Prices |
| Timeline |
VIEL Cie Lagged Returns
When evaluating VIEL Cie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VIEL Cie stock have on its future price. VIEL Cie autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, VIEL Cie autocorrelation shows the relationship between VIEL Cie stock current value and its past values and can show if there is a momentum factor associated with investing in VIEL Cie socit.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in VIEL Stock
VIEL Cie financial ratios help investors to determine whether VIEL Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VIEL with respect to the benefits of owning VIEL Cie security.